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wtf, terrible voice.
madeinthebay 2 years ago
I didn't think about that the variance-covariance matrices changing. Is there a method that is used to constantly update this matrix? Kalman filters are used to update and predict time series, do they work in this scenario? I agree with the sarcastic comment that there was nothing wrong with the math, and the only problems were human. People believe math is the end all deal breaker, but most high level math is based on assumptions. Math based on good ones work, the bad ones fail.
kaitenuser 3 years ago